Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-29 0.516292 0.576872 0.644504 0.726150 0.822775 0.934405 1.074486
2025-01-05 0.445034 0.520880 0.611331 0.728799 0.879815 1.071036 1.337579
2025-01-12 0.392164 0.474907 0.578569 0.721013 0.916728 1.184367 1.593753
2025-01-19 0.343530 0.426566 0.534487 0.689328 0.913530 1.240020 1.780712
2025-01-26 0.318271 0.404794 0.521313 0.695795 0.962267 1.376808 2.125809
2025-02-02 0.298171 0.387278 0.511111 0.703855 1.013143 1.525731 2.536400
2025-02-09 0.277213 0.366213 0.493106 0.697050 1.038342 1.636159 2.912638
2025-02-16 0.262070 0.351850 0.483046 0.700620 1.080299 1.784221 3.421018
2025-02-23 0.242468 0.329254 0.458303 0.677188 1.071030 1.832944 3.726138
2025-03-02 0.223714 0.306529 0.431390 0.647031 1.044827 1.842043 3.938729
2025-03-09 0.214755 0.297929 0.425767 0.652224 1.085087 1.998361 4.615393
2025-03-16 0.210655 0.296397 0.431116 0.676903 1.166906 2.267554 5.787158
2025-03-23 0.203426 0.289771 0.428088 0.687151 1.223745 2.501806 7.056747
2025-03-30 0.196118 0.282487 0.423297 0.693484 1.273555 2.735568 8.554916
2025-04-06 0.187550 0.272584 0.413208 0.688448 1.297306 2.907983 9.990879
2025-04-13 0.175971 0.257063 0.392265 0.659930 1.262426 2.902678 10.573208
2025-04-20 0.170785 0.251866 0.389119 0.666741 1.312717 3.172302 13.029438
2025-04-27 0.166157 0.247307 0.386727 0.674767 1.367625 3.480246 16.333195
2025-05-04 0.159886 0.239589 0.378028 0.668591 1.385294 3.670239 19.245016
2025-05-11 0.155360 0.234624 0.374049 0.672105 1.429395 3.977338 24.083343
2025-05-18 0.147856 0.224112 0.359050 0.650050 1.400043 3.991117 26.052253
2025-05-25 0.140007 0.212684 0.341754 0.621577 1.349055 3.903592 26.727515
2025-06-01 0.136764 0.209230 0.339416 0.626515 1.394285 4.239339 34.306232